When you download a file from the internet, it saves it into a file (either Downloads or download, etc, etc). If you want to add programs and stuff onto your phone, you should mount your phone onto your computer. You do this by attaching the cord you received or have bought and hook it onto your phone, and then plug the other end into your computer's USB drive. Then open MY COMPUTER, and go through the Sync between your phone and your computer. You can do whatever you want with your phone after that. Good luck, Tom
If you are on about installing apps from the market they automatically install to the sd card if they have been coded to do so, if you install an app called mod install location & set it to install to ext then you can get apps to install to the sd card
